CME Canadian Dollar Future December 2018

Trading Metrics calculated at close of trading on 03-Oct-2018

Day Change Summary
	Previous	Current
	02-Oct-2018	03-Oct-2018	Change	Change %	Previous Week
Open	0.7816	0.7809	-0.0007	-0.1%	0.7752
High	0.7825	0.7820	-0.0004	-0.1%	0.7762
Low	0.7799	0.7773	-0.0026	-0.3%	0.7656
Close	0.7815	0.7799	-0.0016	-0.2%	0.7751
Range	0.0025	0.0047	0.0022	84.3%	0.0106
ATR	0.0049	0.0049	0.0000	-0.3%	0.0000
Volume	69,614	63,319	-6,295	-9.0%	333,413

Daily Pivots for day following 03-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7938	0.7915	0.7824
R3	0.7891	0.7868	0.7811
R2	0.7844	0.7844	0.7807
R1	0.7821	0.7821	0.7803	0.7809
PP	0.7797	0.7797	0.7797	0.7791
S1	0.7774	0.7774	0.7794	0.7762
S2	0.7750	0.7750	0.7790
S3	0.7703	0.7727	0.7786
S4	0.7656	0.7680	0.7773

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8002	0.7809
R3	0.7935	0.7896	0.7780
R2	0.7829	0.7829	0.7770
R1	0.7790	0.7790	0.7760	0.7756
PP	0.7723	0.7723	0.7723	0.7706
S1	0.7684	0.7684	0.7741	0.7650
S2	0.7617	0.7617	0.7731
S3	0.7511	0.7578	0.7721
S4	0.7405	0.7472	0.7692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7836	0.7656	0.0180	2.3%	0.0052	0.7%	79%	False	False	80,386
10	0.7836	0.7656	0.0180	2.3%	0.0042	0.5%	79%	False	False	71,834
20	0.7836	0.7575	0.0260	3.3%	0.0045	0.6%	86%	False	False	57,168
40	0.7836	0.7575	0.0260	3.3%	0.0047	0.6%	86%	False	False	28,945
60	0.7836	0.7547	0.0289	3.7%	0.0046	0.6%	87%	False	False	19,358
80	0.7836	0.7500	0.0336	4.3%	0.0044	0.6%	89%	False	False	14,557
100	0.7880	0.7500	0.0380	4.9%	0.0045	0.6%	79%	False	False	11,688
120	0.8014	0.7500	0.0514	6.6%	0.0044	0.6%	58%	False	False	9,759

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8020
2.618	0.7943
1.618	0.7896
1.000	0.7867
0.618	0.7849
HIGH	0.7820
0.618	0.7802
0.500	0.7797
0.382	0.7791
LOW	0.7773
0.618	0.7744
1.000	0.7726
1.618	0.7697
2.618	0.7650
4.250	0.7573

Fisher Pivots for day following 03-Oct-2018
Pivot	1 day	3 day
R1	0.7798	0.7802
PP	0.7797	0.7801
S1	0.7797	0.7800

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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